This paper is concerned with TV recommendation, where one major challenge is the coupling behavior issue that the behaviors of multiple users are coupled together and not directly distinguishable because the users share the same account. Unable to identify the current watching user and use the coupling behaviors directly could lead to sub-optimal recommendation results due to the noise introduced by the behaviors of other users. Most existing methods deal with this issue either by unsupervised clustering algorithms or depending on latent user representation learning with strong assumptions. However, they neglect to sophisticatedly model the current session behaviors, which carry the information of user identification. Another critical limitation of the existing models is the lack of supervision signal on distinguishing behaviors because they solely depend on the final click label, which is insufficient to provide effective supervision. To address the above problems, we propose the Coupling Sequence Model (COSMO) for TV recommendation. In COSMO, we design a session-aware co-attention mechanism that uses both the candidate item and session behaviors as the query to attend to the historical behaviors in a fine-grained manner. Furthermore, we propose to use the data of accounts with multiple devices (e.g., families with various TV sets), which means the behaviors of one account are generated on different devices. We regard the device information as weak supervision and propose a novel pair-wise attention loss for learning to distinguish the coupling behaviors. Extensive offline experiments and online A/B tests over a commercial TV service provider demonstrate the efficacy of COSMO compared to the existing models.